Sequential sufficient dimension reduction for large p, small n problems

DOI10.1111/RSSB.12093zbMATH Open1414.62194OpenAlexW2090965439MaRDI QIDQ5378140FDOQ5378140

Authors: Xiangrong Yin, Haileab Hilafu 

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/rssb.12093

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zbMATH Keywords

central subspacesufficient dimension reductionhigh dimensional datalarge \(p\)small \(n\)sufficient variable selection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cited In (38)

• Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
• Partial sufficient variable screening with categorical controls
• MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
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• Simultaneous estimation for semi-parametric multi-index models
• Variable selection using data splitting and projection for principal fitted component models in high dimension
• Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction
• A selective overview of sparse sufficient dimension reduction
• The effect of data contamination in sliced inverse regression and finite sample breakdown point
• Sparse dimension reduction based on energy and ball statistics
• Fourier transform approach for inverse dimension reduction method
• Feature filter for estimating central mean subspace and its sparse solution
• Dimension reduction with expectation of conditional difference measure
• On sufficient variable screening using log odds ratio filter
• A structured covariance ensemble for sufficient dimension reduction
• Advance of the sufficient dimension reduction
• Sparse SIR: optimal rates and adaptive estimation
• Sufficient variable selection using independence measures for continuous response
• Estimating a sparse reduction for general regression in high dimensions
• An Outer-Product-of-Gradient Approach to Dimension Reduction and its Application to Classification in High Dimensional Space
• A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
• High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
• Fused sliced average variance estimation
• Independence index sufficient variable screening for categorical responses
• Aggregate Inverse Mean Estimation for Sufficient Dimension Reduction
• Dimension Reduction for Gaussian Process Emulation: An Application to the Influence of Bathymetry on Tsunami Heights
• Adaptive sufficient sparse clustering by controlling false discovery
• Central subspaces review: methods and applications
• An ensemble of inverse moment estimators for sufficient dimension reduction
• Trace pursuit variable selection for multi-population data
• Dimension reduction for block-missing data based on sparse sliced inverse regression
• Fourier transform sparse inverse regression estimators for sufficient variable selection
• A Review on Sliced Inverse Regression, Sufficient Dimension Reduction, and Applications
• Sparse Sliced Inverse Regression via Cholesky Matrix Penalization
• High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion
• Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension
• Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension

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